BNP Paribas Call 70 NDAQ 19.12.2025
/ DE000PC1JPV1
BNP Paribas Call 70 NDAQ 19.12.20.../ DE000PC1JPV1 /
| 27/09/2024 08:53:17 |
Chg.-0.03 |
Bid19:14:16 |
Ask19:14:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-3.00% |
0.95
Bid Size: 22,600 |
0.96
Ask Size: 22,600 |
Nasdaq Inc |
70.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1JPV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.73 |
| Break-even: |
72.23 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.41 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.49% |
| 1 Month |
|
|
+15.48% |
| 3 Months |
|
|
+110.87% |
| YTD |
|
|
+79.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
1.00 |
| 1M High / 1M Low: |
1.07 |
0.84 |
| 6M High / 6M Low: |
1.07 |
0.42 |
| High (YTD): |
23/09/2024 |
1.07 |
| Low (YTD): |
21/02/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.91% |
| Volatility 6M: |
|
122.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
